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Multiple-output quantile regression
An introduction to quantile regression methods for vector responses and their overview.
Pure mathematics
- 2017 •
- C
Rok uplatnění
C - Kapitola v odborné knize
On elliptical quantiles in the quantile regression setup
This article defines a meaningful concept of elliptical location quantile with the aid of quantile regression, discusses its basic properties, and suggests its extension to a general regression framework through a locally constant n...
BA - Obecná matematika
- 2013 •
- Jx •
- Link
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Výsledek na webu
A Note on Time-Varying Quantiles
Main topics of the document: CAViaR; conditional quantile; regression quantiles...
Statistics and probability
- 2018 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Average Wages and Wage Quantiles in the Czech Republic
Main topics of the document: average wage; quantile measures; median; quantiles...
Statistics and probability
- 2018 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
A Semiparametric Approach to Modeling Time-Varying Quantiles
Main topics of the document: generalized autoregressive score model; quantile regression; time-varying quantile...
Statistics and probability
- 2018 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Nonlinear quantile regression survival analysis
Use of the regression quantiles in the nonlinear survival regression model.
BB - Aplikovaná statistika, operační výzkum
- 2001 •
- D
Rok uplatnění
D - Stať ve sborníku
On multidimensional quantiles
We study the possibility how to define multidimensional quantile as a location parameter based on direction and excentricity. Proposed quantiles are illustrated using simulation study....
BA - Obecná matematika
- 2002 •
- D
Rok uplatnění
D - Stať ve sborníku
Multivariate quantiles with both overall and directional probability interpretation
The article introduces multivariate quantiles (or reference regions) that have both overall and directional probability interpretation and need not be necessarily convex. They are defined by means of univariate conditional quantiles...
Statistics and probability
- 2022 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
Averaged regression quantiles
The result showes that weighted averaged regression quantile in the linear), and is asymptotically equivalent to the quantile of the location model. This relation remains true regression quantile provides various scale stat...
BA - Obecná matematika
- 2014 •
- C •
- Link
Rok uplatnění
C - Kapitola v odborné knize
Výsledek na webu
Computing multiple-output regression quantile regions from projection quantiles
The present paper provides a solution to the problem of finding regression quantile regions that is based on the concept of projection regression quantiles. We describe in detail the algorithm solving the parametric programming prob...
BA - Obecná matematika
- 2012 •
- Jx •
- Link
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Výsledek na webu
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